Anic Equity¶

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Total return since start: 0.708 %¶

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Equity now: -----------------------------> 52173.63 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 48033.36 Kr¶

PnL: ---------------------------------------> -898.64 Kr¶

DD now: ---------------------------------> -1.782 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-06-14 14:31:56.425704'

Anic Portfolio¶

Today¶

Return: 0.19 %¶

This Week¶

Return: -0.272 %¶

Total portfolio value¶

Return including deposits: 70.803 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Nederman Holding 11 -0.930000 2332.000000 143.000000 6.530000 2189.000000
BHG Group 49 5.820000 695.310000 56.310000 8.810000 638.999984
Embracer Group B 26 2.720000 692.900000 30.900000 4.670000 661.999988
Biotage 4 1.280000 632.000000 29.000000 4.810000 603.000000
Vitrolife 3 1.820000 705.000000 28.000000 4.140000 677.000001
Eastnine 6 0.350000 680.400000 23.400000 3.560000 657.000000
Svolder B 35 0.240000 2198.000000 19.000000 0.870000 2179.000005
Xvivo Perfusion 3 -2.040000 864.000000 19.000000 2.250000 845.000001
Addtech B 3 0.420000 718.200000 18.200000 2.600000 699.999999
SynAct Pharma 9 0.140000 658.800000 13.800000 2.140000 645.000003
Fortnox 10 0.800000 681.800000 13.800000 2.070000 668.000000
Humana 40 3.740000 687.200000 13.200000 1.960000 674.000000
NCC B 7 0.960000 662.900000 8.900000 1.360000 653.999997
Indutrade 5 -0.450000 1322.500000 2.500000 0.190000 1320.000000
Latour B 2 -0.180000 451.200000 2.200000 0.490000 449.000000
SCA A 4 2.040000 600.000000 1.000000 0.170000 599.000000
Volati 5 -0.170000 572.000000 -2.000000 -0.350000 574.000000
Profoto Holding 7 -0.240000 578.200000 -3.800000 -0.650000 581.999999
Addnode Group B 6 -1.660000 747.600000 -4.400000 -0.590000 751.999998
Nolato B 12 -0.740000 642.600000 -5.400000 -0.830000 648.000000
Sdiptech B 3 -1.090000 815.400000 -6.600000 -0.800000 822.000000
Sampo Oyj SDB 1 -0.500000 496.000000 -9.000000 -1.780000 505.000000
NCC A 6 -1.800000 589.200000 -9.800000 -1.640000 598.999998
Investor B 3 -0.230000 647.250000 -10.750000 -1.630000 657.999999
BONESUPPORT HOLDING 10 0.080000 1211.000000 -13.000000 -1.060000 1224.000000
Ambea 68 1.650000 2506.480000 -30.520000 -1.200000 2537.000032
Lime Technologies 2 -4.120000 559.000000 -34.000000 -5.730000 593.000000
Gaming Innovation Group 161 0.190000 4153.800000 -34.200000 -0.820000 4187.999942
Creades A 7 -0.190000 547.750000 -63.250000 -10.350000 610.999998
Lundin Gold 7 -0.920000 908.600000 -65.400000 -6.710000 973.999999
Balco Group 39 -0.430000 1792.050000 -82.950000 -4.420000 1874.999997
Investor A 16 -0.460000 3449.600000 -95.400000 -2.690000 3545.000000
New Wave B 40 0.430000 3776.000000 -140.000000 -3.580000 3916.000000
Sedana Medical 135 1.240000 4185.000000 -146.000000 -3.370000 4330.999935
Wästbygg Gruppen B 80 -0.600000 2672.000000 -199.000000 -6.930000 2871.000000
Bactiguard Holding B 37 1.290000 2608.500000 -358.500000 -12.080000 2966.999993
TOTAL 48040.240000 -891.760000 -1.76927% 48931.999868

Updated:¶

'2023-06-14 14:31:41.469652'
None

Last optimization/rebalancing:¶

'2023-05-05'

Next optimization/rebalancing:¶

'2023-06-15'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶